Strategy not running after connection?

[NinjaTrader_JoshP]

When you create the Yahoo connection and connect to that account NT will automatically pull data from Yahoo's servers when you load a chart. So when you are connected to Yahoo and you open a daily chart of say AAPL it will go off and pull the daily data and store it into NT's database. Now you have data for AAPL.

Alternatively you can force a data update through the steps outlined here: http://www.ninjatrader-support.com/H...V6/Reload.html

[Burga1]

Thank you for the info.

[Burga1]

Hmm, does Yahoo download Forex data? I keep getting a message that the currency I put into the "Reload" Window (under Instrument) is not supported...

[NinjaTrader_Dierk]

The YAHOO adapter does not support FX instruments.

[Burga1]

Hi,

I added Print statements to my strategy, however I still have no output to the "Output Window". I added them directly in the "OnBarUpdate" function...they read like so:


Print("The SMI value is: " + SMIndex(2, 13, 3, 25).SMI[0]);
Print("The LAST SMI value is: " + SMIndex(2, 13, 3, 25).SMI[1]);
...etc...

I was simply attempting to determine what the strategy was calculating for those values...if my strategy is running using 5 minute bars should there not at least be something written to the "Output Window" each 5 minutes? Thanks in advance.

[NinjaTrader_JoshP]

You are correct in your assumption that there should be prints every 5 minutes. What you need to do is check for errors in the log tab of the Control Center. I suspect your strategy was halted by an error.

[Burga1]

Thanks. I did see that "automated trading" had been disabled, but after a forum search I was able to enable that by turning on the "AT Interface" switch. However nothing has changed, the Output Window is still blank...the only other thing I see are messages stating "Unable to subscribe to market data for instrument XYZ--instrument type not supported by this provider". However I believe that has to do with the lack of data feed downloads for MB Trading, although I could be wrong. I don't seem to see any other log problems that may be causing my problem. Is there an error message explanation page in the manual/help someplace? I haven't been able to locate one...

[NinjaTrader_JoshP]

If you have no data its clear why your strategy doesn't output anything. It isn't running because theres nothing to run it on. Use Yahoo or any other data feed and get a chart. Then you can run your strategy on it.

[Burga1]

Hi,

Doesn't the connection to MB Trader provide the data to trade on? It seems to connect without difficulty...

[NinjaTrader_JoshP]

MB does not provide historical data. This is why you aren't seeing anything. Again, please try one of our other supported data providers to get data for your instruments for testing your strategy.

MB will only provide you with real-time data. You can save this data for future use if you choose to set the option of "Store real-time bar data" in the Tools->Options->Data tab.

[Burga1]

Hi,

Well I guess I'm completely confused. I'm not interested in historical data right now, I have a whole bunch but I need to format it correctly for NT...

I'm simply trying to perform testing using "real-time" data (as you stated that MB will provide). This is why I asked the question about them providing the data. Isn't it possible to do real-time testing? I guess what you're saying is that ALL strategy testing MUST use HISTORICAL data only, correct?

I did have that checkbox enabled on the "Store real-time bar data" in the data tab, however when I was connected to MB it didn't seem to download any data during the connection...when I open charts in NT they are blank.

Also it seems there are only 3 supported data-feed providers for Forex (eSignal, Gain, Tradestation), right? Sorry for the questions/confusion.

[NinjaTrader_JoshP]

Okay. I am confused now too. Hopefully this will clear things up.

Because MB only has real-time data it won't download anything when you connect to it. If your database has old data from a previous MB session then it will load that data into your charts, if not then it won't. Just because you are connected to MB does not mean it will record all data for all instruments. It will only record data from instruments you are watching (i.e. have open on a chart).

You can test a strategy just fine real-time. You do not need historical data, but one of the default options set when you start a strategy is "Min. Bars Required". This is usually defaulted to 20 so you will need 20 bars of data before your strategy will do anything. If you simply want to test a strategy and don't care about what kind of data you are testing against I suggest you use the "Simulated Data Feed" as your connection

Right. There are 3 FX data providers supported at the moment.

[Burga1]

Hi,

OK, so what you're saying is that I need to first open a chart in NT, then connect to MB, and at that point the chart should begin to populate with the data from the real-time feed, correct? So for example if I want EURUSD or USDJPY data I should first open those (blank) charts in NT, then make my MB connection, and at that point the data from MB will begin to build the charts? If that is true then I guess that is part of my problem, I had the "Store real-time bar data" enabled however I didn't have any open charts at the time...

So the same logic then applies for testing a strategy in real-time, once the charts begin to populate any strategy/strategies that are running will then activate using that data when conditions become true--if I'm understanding you correctly...am I understanding the process better?

[NinjaTrader_JoshP]

Correct. By default strategies will only start officially "running" after at least 20 bars of data exist.

[Burga1]

Hi,

OK, sorry about this but this is becoming extremely frustrating. I've opened several charts in NT, then connected to MB, have AT Interface enabled, then started to run a strategy on those charts...and still nothing. I have no data bars on the charts (after more than 1 hour of running), no strategy execution attempts, and nothing written to the Output Window...what could possibly be wrong now?